Options, futures and other derivatives / John C. Hull.

Author
Hull, John, 1946- [Browse]
Format
Book
Language
English
Εdition
7th ed.
Published/​Created
Upper Saddle River, NJ : Prentice Hall, ©2009.
Description
xxii, 821 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)

Availability

Copies in the Library

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Engineering Library - Stacks HG6024.A3 H85 2009 Browse related items Request
    Engineering Library - Stacks HG6024.A3 H85 2009 Browse related items Request
      Engineering Library - Stacks HG6024.A3 H85 2009 Browse related items Request
        Engineering Library - Stacks HG6024.A3 H85 2009 Browse related items Request
          Engineering Library - Stacks HG6024.A3 H85 2009 Browse related items Request
            Firestone Library - Stacks HG6024.A3 H85 2009 Browse related items Request

              Details

              Subject(s)
              Series
              Summary note
              Suitable for advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management, this text bridges the gap between theory and practice.
              Bibliographic references
              Includes bibliographical references and indexes.
              Contents
              • Introduction
              • Mechanics of futures markets
              • Hedging strategies using futures
              • Interest rates
              • Determination of forward and futures prices
              • Interest rate futures
              • Swaps
              • Mechanics of options markets
              • Properties of stock options
              • Trading strategies involving options
              • Binomial trees
              • Wiener processes and Ito's Lemma
              • The Black-Scholes-Merton model
              • Employee stock options
              • Options on stock indices and currencies
              • Futures options
              • Greek letters
              • Volatility smiles
              • Basic numerical procedures
              • Value at risk
              • Estimating volatilities and correlations
              • Credit risk
              • Credit derivatives
              • Exotic options
              • Weather, energy, and insurance derivatives
              • More on models and numerical procedures
              • Martingales and measures
              • Interest rate derivatives : the standard market models
              • Convexity, timing, and quanto adjustments
              • Interest rate derivatives : models of the short rate
              • Interest rate derivatives : HJM and LMM
              • Swaps revisited
              • Real options
              • Derivatives mishaps and what we can learn from them.
              Other title(s)
              Options, futures, & other derivatives
              ISBN
              • 9780136015864
              • 0136015867
              • 9780132604604
              • 0132604604
              • 9780135009949
              • 0135009944
              • 9780136070269
              • 0136070264
              • 9780136015864 ((CD))
              LCCN
              2008010842
              OCLC
              214063743
              International Article Number
              • 9780136015864
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